+25.7%
GPN vs INDA
+84.7%
-59.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -4.3% | -2.7% | -1.6% | -2.5% |
| 30D | 0.0% | -2.8% | +2.8% | +2.0% |
| 3M | +35.8% | +1.6% | +34.2% | +34.4% |
| 6M | +22.0% | -1.4% | +23.4% | +23.3% |
| YTD | +15.2% | -10.1% | +25.3% | +24.0% |
| 1Y | +3.5% | -8.8% | +12.3% | +10.0% |
| 3Y | -26.9% | +7.6% | -34.6% | -31.4% |
| 5Y | -44.2% | +5.8% | -50.0% | -47.0% |
| All | +25.7% | +84.7% | -59.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling